Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004111.4768 | 1039127.883 | -35016.4062 | -78945.9018 | -63013.9042 | -15931.9977 |
Total P&L (%) | 1004.1115 | 1039.1279 | -35.0164 | -78.9459 | -63.0139 | -15.932 |
Avg Daily Profit (%) | 0.5404 | 0.5593 | -0.0188 | -0.0838 | -0.0535 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190521 | -197066 | -58882 | -1255958 | -1182412 | -213949 |
Profit Factor | 2.3912 | 2.8287 | 0.7719 | 0.9673 | 0.9669 | 0.9686 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 42.7184 | 39.2157 | 46.1538 | 42.7184 | 39.2157 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.2064 | 4.3845 | 0.9005 | 1.297 | 1.4987 | 1.13 |
Largest Winning Trade | 1172859 | 1172859 | 14566 | 1115416 | 1115416 | 90013 |
Largest Losing Trade | -51740 | -51740 | -31271 | -372102 | -372102 | -213949 |
Avg Bars in Trades | 35 | 68 | 3 | 35 | 68 | 3 |
Avg Bars in Winners | 36 | 77 | 3 | 36 | 77 | 3 |
Avg Bars in Losers | 34 | 62 | 2 | 34 | 62 | 2 |
Bars Traded | 3655 | 3492 | 163 | 3655 | 3492 | 163 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466019 | -167741 | -762051 | -581668 | -763360 | -760384 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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